Empirical approximation to invariant measures of non-degenerate McKean-Vlasov dynamics

Abstract: This paper studies the approximation of invariant measures of McKean-Vlasov dynamics with non-degenerate additive noise. While prior findings necessitated a strong monotonicity condition on the McKean-Vlasov process, we expand these results to encompass dissipative and weak interaction scenarios. Utilizing a reflection coupling technique, we prove that the empirical measures of the McKean-Vlasov process and its path-dependent counterpart can converge to the invariant measure in the Wasserstein metric. The Curie-Weiss mean-field lattice model serves as a numerical example to illustrate empirical approximation.